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Credit Correlation: Theory and Practice
Youssef Elouerkhaoui
(Autor)
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Palgrave MacMillan
· Tapa Blanda
Credit Correlation: Theory and Practice - Elouerkhaoui, Youssef
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Reseña del libro "Credit Correlation: Theory and Practice"
Authored by noted expert on credit portfolios and correlation trading and frequent speaker on these topics at all the big quant conferences.Tackles up-to-date credit and default correlation on the market. Renewed interest in credit products, with leading investment house Blackrock leading the charge given challenging market conditions in other areas (e.g. bond trading).
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